+71.6%
VZ vs ETR
+374.5%
-302.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +8.9% | +7.7% | +1.2% | +6.4% |
| 3M | +0.1% | +5.7% | -5.6% | -1.7% |
| 6M | +1.9% | -0.3% | +2.2% | +1.8% |
| YTD | +22.0% | +23.4% | -1.3% | +13.4% |
| 1Y | +22.1% | +18.5% | +3.6% | +14.9% |
| 3Y | +58.7% | +155.6% | -96.9% | +12.8% |
| 5Y | +22.3% | +158.7% | -136.4% | -14.2% |
| 10Y | +71.6% | +377.8% | -306.1% | -6.2% |
| All | +71.6% | +374.5% | -302.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling